Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling

ASTIN Bulletin

Volumn 33, Issue 2, 2003, Pages 209-238

  Lindskog, Filip ^a   McNeil, Alexander J ^a  

^a ETH ZURICH   (Switzerland)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85011528625     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.1017/S0515036100013441     Document Type: Article

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